IPUMS from Minnesota Population Center provides Census Bureau microdata, including the ACS, CPS back to 1962, and decennial censuses back to 1850! It's easier than raw data files, but not for the faint of heart.
Federal Housing Finance Agency In addition to the house price indices (linked above) there are data from the discontinued Monthly Interest Rate Survey and the nascent National Mortgage Database and measures of "underserved areas"
Financial Accounts of the U.S. (aka Flow of Funds) data from Federal Reserve shows outstanding debt and home equity. Note that household ownership of rental real estate is counted under nonfinancial noncorporate business, rather than in household real estate assets and mortgage debt. The Federal Reserve also conducts a quarterly Senior Loan Officers Opinion Survey that measures whether home mortgage lending (and other lending) is being tightened or loosened.
County Business Patterns Establishments and employees by industry. Industry classifications are probably more consistent across states than alternative data from BLS. Some data are available by zip code.
NBER (National Bureau of Economic Research) Links for other sources for economists
AREUEA (American Real Estate and Urban Economics Assn) Links
Data.gov A site "to increase public access to high value, machine readable datasets generated by the Executive Branch of the Federal Government." Another useful site is the Federal Digital System from the Government Printing Office, with links to various government publication such as the Federal Register and Congressional Record
Fed In Print - Search engine maintained by FRB San Francisco monitors reports from throughout Federal Reserve system